****************************************************************************** December 11th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1103.96 1108.5 1101.34 1106.41 4.06/0% 0%/2% S&P100 512.65 514.69 511.52 513.66 1.78/0% 0%/2% VIX 21.45 22.31 21.39 21.59 -0.73/-3% -2%/-11% Nasdaq100 1808.84 1810.31 1784.82 1792.06 -7.31/0% 0%/1% VXN 22.78 23.34 22.38 22.38 -0.75/-3% -6%/-7% NYSE TICK 356 1046 -997 201 ---- ---- PreCloseTICK816 TICKscore 11 CumAdj TICK 348 NYSE TRIN 0.92 0.92 0.92 0.92 ---- ---- Dow Indus 10484.1 10400.1 10471.5 65.67/1% 1%/3% DJIA@10:30 10455.1 DJIA@3:00 10463.2 LstHour Ind -41.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 513.66 511.88 509.33 507.03 512.45 513.89 Upper Band 519.29 519.64 519.62 519.75 519.78 521.78 Lower Band 506.29 505.12 504.94 504.61 504.54 500.91 VIX 21.59 22.32 22.66 23.69 22.10 21.25 Upper Band 24.62 24.89 24.94 24.95 24.88 25.10 Lower Band 19.93 19.93 19.96 19.96 19.98 19.97 NDX 1792.06 1799.37 1789.70 1772.73 1783.65 1791.91 Upper Band 1813.82 1813.49 1811.99 1811.63 1811.88 1818.25 Lower Band 1760.61 1759.05 1758.91 1757.61 1756.93 1745.28 VXN 22.38 23.13 23.28 24.80 23.69 23.10 Upper Band 25.22 25.33 25.32 25.33 25.14 25.28 Lower Band 20.90 20.96 20.96 20.96 21.03 20.98 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7125.12 7104.50 7067.62 7056.26 7155.73 7182.71 Tot Issues 3158 3165 3161 3159 3167 3165 Advancers 2027 1835 1678 941 1661 2169 % of Total 64.2% 58.0% 53.1% 29.8% 52.4% 68.5% Decliners 1037 1199 1351 2076 1387 865 % of Total 32.8% 37.9% 42.7% 65.7% 43.8% 27.3% Unchanged 94 131 113 142 119 131 New Highs 220 207 132 128 222 288 New Lows 6 5 7 8 2 7 Adv Volume 677768 655460 550181 188419 463048 1076311 % of Total 66.2% 61.7% 50.8% 16.0% 43.7% 68.4% Decl Volume 318887 383959 514592 970422 579987 382775 % of Total 31.1% 36.2% 47.5% 82.4% 54.8% 24.3% Total Vol 1024218 1062109 1082555 1178296 1059156 1574449 Unch Volume 27563 22690 17782 19455 16121 115363 ARMS Index 0.92 0.90 1.16 2.33 1.5 0.89 5 Day ARMS 6.81 6.78 7.23 7.33 5.85 5.35 McClellanOs 67 29 4 -6 68 71 McClellanSm 2496 2429 2401 2396 2402 2334 Cumul TICK 59472 34547 23984 -5656 32684 15800 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2190.31 2190.86 2183.73 2172.99 2189.61 2194.35 Tot Issues 2836 2824 2831 2824 2847 2847 Advancers 1559 1018 1315 846 1348 1965 % of Total 55.0% 36.0% 46.5% 30.0% 47.3% 69.0% Decliners 1063 1615 1295 1809 1290 671 % of Total 37.5% 57.2% 45.7% 64.1% 45.3% 23.6% Unchanged 214 191 221 169 209 211 New Highs 56 88 47 62 100 129 New Lows 15 17 21 15 9 30 Adv Volume 887928 1029647 1178630 750265 907971 1715616 % of Total 50.6% 52.9% 61.8% 37.9% 48.3% 74.4% Decl Volume 835227 880220 644858 1184639 920394 519677 % of Total 47.6% 45.2% 33.8% 59.8% 49.0% 22.5% Total Vol 1754431 1946372 1906219 1981809 1878987 2305959 Unch Volume 31276 36505 82731 46905 50622 70666 ARMS Index 1.38 0.54 0.56 0.74 1.06 0.89 5 Day ARMS 4.28 3.79 4.1 4.32 4.16 3.86 McClellanOs 14 -17 10 6 58 59 McClellanSm 185 171 188 178 172 114 Cumul TICK -10169 -33685 1287 -20832 -11407 5889 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 11-Dec 4-Dec 27-Nov 20-Nov 13-Nov 6-Nov ------------------------------------------------------------------------------ AAII Bull 41 42 42 43 39 22 AAII Bear 33 42 42 32 39 56 Market Vane 54 54 54 54 53 50 II Bull 48.4 50 50.6 46.1 44.4 48.3 II Bear 16.5 16.7 17.6 21.3 26.7 24.7 OddLot ShRt 27.9 29.4 27.3 30.5 32.2 31.9 ****************************************************************************** DISCLAIMER: COMMENTS, DATA AND TRADING SIGNALS HEREIN ARE FOR INFORMATIONAL PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED. ****************************************************************************** (C) 2009 ASTRIKOS LLC. THIS PUBLICATION IS FOR THE BENEFIT OF SUBSCRIBERS ONLY AND IS NOT TO BE SUMMARIZED, REPRODUCED, OR REBROADCAST IN ANY FASHION WITHOUT OUR WRITTEN PERMISSION. 18952 2270 1067 16682 13202568 3.4 41 33 54 48.4 16.5 27.9